| 5e09e76 | Kevin Sheppard | 19 November 2021, 15:39:38 UTC | Merge pull request #537 from bashtage/alejandro-cermeno-patch-2 Alejandro cermeno patch 2 | 19 November 2021, 15:39:38 UTC |
| a173b3f | Kevin Sheppard | 19 November 2021, 15:39:27 UTC | Merge pull request #536 from bashtage/alejandro-cermeno-patch-1 Alejandro cermeno patch 1 | 19 November 2021, 15:39:27 UTC |
| d638002 | Kevin Sheppard | 19 November 2021, 15:39:20 UTC | Merge pull request #535 from bashtage/rls-5.1 RLS: Prepare for release 5.1 | 19 November 2021, 15:39:20 UTC |
| 8ffbfd8 | Kevin Sheppard | 19 November 2021, 15:35:27 UTC | MAINT: Reformat | 19 November 2021, 15:35:27 UTC |
| da6595a | Kevin Sheppard | 19 November 2021, 15:34:16 UTC | MAINT: Reformat | 19 November 2021, 15:34:16 UTC |
| 99e889f | Kevin Sheppard | 19 November 2021, 11:13:14 UTC | RLS: Rprepare for release 5.1 | 19 November 2021, 15:29:34 UTC |
| da2e5c8 | alejandro-cermeno | 08 November 2021, 13:56:21 UTC | APARCH added to the smoke test | 08 November 2021, 13:56:21 UTC |
| f24928b | alejandro-cermeno | 08 November 2021, 13:50:05 UTC | black used to format the file | 08 November 2021, 13:50:05 UTC |
| a30f0c9 | alejandro-cermeno | 08 November 2021, 13:28:29 UTC | Update mean.py | 08 November 2021, 13:28:29 UTC |
| d0dd113 | alejandro-cermeno | 08 November 2021, 12:58:13 UTC | Added import APARCH | 08 November 2021, 12:58:13 UTC |
| fd27696 | alejandro-cermeno | 08 November 2021, 00:30:52 UTC | APARCH specification with arch_model() Allows to specify an APARCH from the high level arch_model(). | 08 November 2021, 00:30:52 UTC |
| efee6cf | Kevin Sheppard | 04 October 2021, 15:17:16 UTC | Merge pull request #532 from bashtage/improve-dfgls-selection ENH: Improve lag length selection in DFGLS | 04 October 2021, 15:17:16 UTC |
| e56d35b | Kevin Sheppard | 04 October 2021, 14:59:11 UTC | ENH: Improve lag length selection in DFGLS Improve lag length method in DFGLS to use OLS rather than GLS which has poor power far from null | 04 October 2021, 15:03:03 UTC |
| bd8393d | Kevin Sheppard | 27 September 2021, 08:32:05 UTC | Merge pull request #530 from bashtage/small-clean MAINT: Small clean up to avoid import | 27 September 2021, 08:32:05 UTC |
| b1a24c9 | Kevin Sheppard | 27 September 2021, 08:26:04 UTC | MAINT: Small clean up to avoid import Use module check rather than new check | 27 September 2021, 08:26:04 UTC |
| a51e48b | Kevin Sheppard | 22 September 2021, 07:55:58 UTC | Merge pull request #528 from bashtage/bounds-change ENH: Allow inference on the boundary | 22 September 2021, 07:55:58 UTC |
| 172862e | Kevin Sheppard | 21 September 2021, 16:09:09 UTC | ENH: Allow inference on the boundary Ensure that the hessian step won't cross the boundary for APARCH | 21 September 2021, 16:09:09 UTC |
| 74174e8 | Kevin Sheppard | 06 September 2021, 21:46:08 UTC | Merge pull request #522 from bashtage/snyk-fix-0ed2843cc8114185f7d7f9165d5718d9 [Snyk] Security upgrade pygments from 2.5.2 to 2.7.4 | 06 September 2021, 21:46:08 UTC |
| 24b42bb | Kevin Sheppard | 06 September 2021, 21:45:41 UTC | Merge pull request #523 from bashtage/snyk-fix-372b11d3ebaed59299f7ce65da3a26ba [Snyk] Security upgrade pygments from 2.5.2 to 2.7.4 | 06 September 2021, 21:45:41 UTC |
| f969166 | snyk-bot | 06 September 2021, 20:58:43 UTC | fix: doc/requirements.txt to reduce vulnerabilities The following vulnerabilities are fixed by pinning transitive dependencies: - https://snyk.io/vuln/SNYK-PYTHON-PYGMENTS-1086606 - https://snyk.io/vuln/SNYK-PYTHON-PYGMENTS-1088505 | 06 September 2021, 20:58:43 UTC |
| 7e784a6 | snyk-bot | 06 September 2021, 19:23:17 UTC | fix: requirements-dev.txt to reduce vulnerabilities The following vulnerabilities are fixed by pinning transitive dependencies: - https://snyk.io/vuln/SNYK-PYTHON-PYGMENTS-1086606 - https://snyk.io/vuln/SNYK-PYTHON-PYGMENTS-1088505 | 06 September 2021, 19:23:17 UTC |
| 612676d | Kevin Sheppard | 02 September 2021, 22:11:12 UTC | Merge pull request #521 from bashtage/unpin-nbconvert MAINT: Unpin nbconvert to avoid error | 02 September 2021, 22:11:12 UTC |
| 75ef401 | Kevin Sheppard | 02 September 2021, 21:51:14 UTC | MAINT: Unpin nbconvert to avoid error | 02 September 2021, 21:58:42 UTC |
| 4f8ccd8 | Kevin Sheppard | 02 September 2021, 20:22:23 UTC | Merge pull request #520 from ndtretyak/patch-1 DOC: params is not optional | 02 September 2021, 20:22:23 UTC |
| 9beabd1 | Nikolay Tretyak | 02 September 2021, 18:52:49 UTC | DOC: params is not optional | 02 September 2021, 18:52:49 UTC |
| 24430c7 | Kevin Sheppard | 31 August 2021, 12:18:35 UTC | Merge pull request #519 from bashtage/fix-doc-method DOC: Correct repeat of method | 31 August 2021, 12:18:35 UTC |
| 619095b | Kevin Sheppard | 31 August 2021, 12:18:05 UTC | DOC: Correct repeat of method Correct duplicate method section | 31 August 2021, 12:18:05 UTC |
| 02ad156 | Kevin Sheppard | 29 August 2021, 13:07:47 UTC | Merge pull request #518 from kduxin/patch-1 Update a mistake in document of GeneralizedError | 29 August 2021, 13:07:47 UTC |
| 8e30135 | Xin Du | 29 August 2021, 12:58:20 UTC | Update a mistake in document of GeneralizedError The code is correct, whereas the corresponding document is inconsistent. | 29 August 2021, 12:58:20 UTC |
| f399352 | Kevin Sheppard | 22 July 2021, 22:37:30 UTC | Merge pull request #516 from bashtage/add-req BUG: Include requirements in MANIFEST | 22 July 2021, 22:37:30 UTC |
| 214bbde | Kevin Sheppard | 22 July 2021, 22:27:51 UTC | BUG: Include requirements in MANIFEST Ensure requirements.txt is available | 22 July 2021, 22:27:51 UTC |
| 71c7bef | Kevin Sheppard | 22 July 2021, 16:50:53 UTC | Merge pull request #515 from bashtage/update-reqs MAINT: Update requirements for 5.0 | 22 July 2021, 16:50:53 UTC |
| 2976c4a | Kevin Sheppard | 22 July 2021, 16:33:58 UTC | MAINT: Update requirements for 5.0 | 22 July 2021, 16:34:49 UTC |
| d7286a4 | Kevin Sheppard | 22 July 2021, 15:12:47 UTC | Merge pull request #514 from bashtage/ar0-forecast BUG: Ensure AR0 can be used in simulation forecasting | 22 July 2021, 15:12:47 UTC |
| cb49c39 | Kevin Sheppard | 22 July 2021, 14:52:30 UTC | BUG: Ensure AR0 can be used in simulation forecasting Correct parsing of mean parameters when there are no lags closes #513 | 22 July 2021, 14:52:30 UTC |
| c3ec457 | Kevin Sheppard | 12 July 2021, 07:34:54 UTC | Merge pull request #512 from bashtage/nu-eta-repl DOC: Correct parameter name | 12 July 2021, 07:34:54 UTC |
| 3261f86 | Kevin Sheppard | 12 July 2021, 07:33:52 UTC | DOC: Correct parameter name Cange nu to eta to match docs | 12 July 2021, 07:33:52 UTC |
| 5656042 | Kevin Sheppard | 09 July 2021, 13:43:38 UTC | Merge pull request #509 from bashtage/check-exact-fit TST: Add tests for first and last obs | 09 July 2021, 13:43:38 UTC |
| 4fa7e66 | Kevin Sheppard | 09 July 2021, 11:43:53 UTC | TST: Add tests for first and last obs Add tests to ensure that models fit with limites data are identical to those fit with first and last obs | 09 July 2021, 12:56:16 UTC |
| 161fc31 | Kevin Sheppard | 09 July 2021, 12:23:25 UTC | Merge pull request #510 from bashtage/forecast-model TST: Test model-based forecasts work | 09 July 2021, 12:23:25 UTC |
| 404f644 | Kevin Sheppard | 09 July 2021, 11:59:12 UTC | TST: Test model-based forecasts work Ensure model-based forecasts work correctly | 09 July 2021, 11:59:12 UTC |
| 51fa00f | Kevin Sheppard | 10 June 2021, 16:12:15 UTC | Merge pull request #506 from bashtage/more-typing MAINT: Fix small typing issues | 10 June 2021, 16:12:15 UTC |
| e33ce6f | Kevin Sheppard | 10 June 2021, 15:29:31 UTC | MAINT: Fix small typing issues | 10 June 2021, 15:29:31 UTC |
| 3045627 | Kevin Sheppard | 27 May 2021, 11:07:29 UTC | Merge pull request #505 from bashtage/np121-typing BUG: Prevent types from being read except when type checking | 27 May 2021, 11:07:29 UTC |
| e17a950 | Kevin Sheppard | 27 May 2021, 10:49:07 UTC | BUG: Prevent types from being read except when type checking | 27 May 2021, 10:49:34 UTC |
| 033aa97 | Kevin Sheppard | 27 May 2021, 09:38:08 UTC | Merge pull request #504 from bashtage/np121-typing MAINT: Correct typing for NumPy 1.21 changes | 27 May 2021, 09:38:08 UTC |
| d1af85d | Kevin Sheppard | 27 May 2021, 08:35:44 UTC | MAINT: Correct typing for NumPy 1.21 changes | 27 May 2021, 08:49:06 UTC |
| 53318ea | Kevin Sheppard | 18 May 2021, 13:06:19 UTC | Merge pull request #503 from bashtage/add-seed ENH: Add seed to support Generator | 18 May 2021, 13:06:19 UTC |
| 10001f3 | Kevin Sheppard | 18 May 2021, 12:25:54 UTC | MAINT: Remove pending changes Enforce immutability | 18 May 2021, 13:05:54 UTC |
| 5a954b7 | Kevin Sheppard | 17 May 2021, 12:34:35 UTC | ENH: Add seed to support Generator Add support for Generator | 18 May 2021, 09:41:35 UTC |
| 498d497 | Kevin Sheppard | 12 May 2021, 15:24:16 UTC | Merge pull request #502 from bashtage/typing-specificity ENH: Improving ndarray typing | 12 May 2021, 15:24:16 UTC |
| 2be1a33 | Kevin Sheppard | 12 May 2021, 11:07:05 UTC | ENH: Improving ndarray typing | 12 May 2021, 11:37:18 UTC |
| c27280d | Kevin Sheppard | 10 May 2021, 12:26:14 UTC | Merge pull request #501 from bashtage/midas-update-fix BUG: Correct MIDASUpdater | 10 May 2021, 12:26:14 UTC |
| 8a93f37 | Kevin Sheppard | 10 May 2021, 12:25:33 UTC | BUG: Correct MIDASUpdater Correct pickling behavior | 10 May 2021, 12:25:33 UTC |
| 69e37fe | Kevin Sheppard | 10 May 2021, 11:49:28 UTC | Merge pull request #500 from bashtage/fix-no-binary ENH: Ensure install can succeed without building | 10 May 2021, 11:49:28 UTC |
| bbec97f | Kevin Sheppard | 10 May 2021, 10:37:33 UTC | ENH: Ensure install can succeed without building Add environmentval variable to disable binary Convert strings to literals where appropriate | 10 May 2021, 11:42:07 UTC |
| 7467698 | Kevin Sheppard | 22 April 2021, 12:20:24 UTC | Merge pull request #499 from bashtage/doc-vol-update DOC: Improve VolatilityUpdater docs | 22 April 2021, 12:20:24 UTC |
| 750373e | Kevin Sheppard | 22 April 2021, 10:09:18 UTC | DOC: Improve VolatilityUpdater docs | 22 April 2021, 10:52:19 UTC |
| 3349cdb | Kevin Sheppard | 22 April 2021, 08:15:49 UTC | Merge pull request #498 from bashtage/egarch-sim-backcast BUG: Correct backcast for simulation forecast in EGARCH | 22 April 2021, 08:15:49 UTC |
| 0fe4aff | Kevin Sheppard | 22 April 2021, 07:46:57 UTC | BUG: Correct backcast for simulation forecast in EGARCH Remove log of backcast which should be already logged closes #485 | 22 April 2021, 07:46:57 UTC |
| 5eb433c | Kevin Sheppard | 22 April 2021, 07:36:32 UTC | Merge pull request #497 from bashtage/bc-error BUG: Catch error computing bias | 22 April 2021, 07:36:32 UTC |
| f0016df | Kevin Sheppard | 21 April 2021, 21:42:46 UTC | BUG: Catch error computing bias Catch case where bias is infinite and raise an exception closes #496 | 21 April 2021, 21:43:56 UTC |
| 05d9d7e | Kevin Sheppard | 21 April 2021, 13:23:11 UTC | Merge pull request #495 from bashtage/refit MAINT: Update coverage | 21 April 2021, 13:23:11 UTC |
| 52f3e6c | Kevin Sheppard | 21 April 2021, 12:38:29 UTC | MAINT: Update coverage Improve coverage of edge cases | 21 April 2021, 12:38:29 UTC |
| fc6386e | Kevin Sheppard | 21 April 2021, 10:54:17 UTC | ENH: Add EGARCH updater Allow egarch to be used in AIM models | 21 April 2021, 11:31:43 UTC |
| 14f3907 | Kevin Sheppard | 21 April 2021, 10:54:06 UTC | Merge pull request #494 from bashtage/rm2006-update ENH: Add RiskMetrics2006 Updater | 21 April 2021, 10:54:06 UTC |
| 3f91ede | Kevin Sheppard | 20 April 2021, 13:17:15 UTC | ENH: Add RiskMetrics2006 Updater Add updater to allow RM to be used in AIM models | 20 April 2021, 13:19:33 UTC |
| b0879cb | Kevin Sheppard | 20 April 2021, 10:59:41 UTC | Merge pull request #492 from bashtage/improve-cov MAINT: Improve edge coverage | 20 April 2021, 10:59:41 UTC |
| 6a83a78 | Kevin Sheppard | 20 April 2021, 10:37:37 UTC | MAINT: Improve edge coverage | 20 April 2021, 10:37:37 UTC |
| 404228c | Kevin Sheppard | 20 April 2021, 09:35:20 UTC | Merge pull request #491 from bashtage/cython-update ENH: Use Cython to improve AIM estimation | 20 April 2021, 09:35:20 UTC |
| 1fa7dd5 | Kevin Sheppard | 19 April 2021, 16:09:52 UTC | ENH: Use Cython to improve AIM estimation Use Cython to improve AIM | 20 April 2021, 09:33:43 UTC |
| ba0be7e | Kevin Sheppard | 16 April 2021, 14:08:53 UTC | Merge pull request #488 from bashtage/aim-fixes DOC: Add missing doc string | 16 April 2021, 14:08:53 UTC |
| 09527e5 | Kevin Sheppard | 16 April 2021, 13:59:53 UTC | DOC: Add missing doc string Add missing docstring for form Add pyi for _samplers Spelling fixes | 16 April 2021, 14:08:14 UTC |
| 39d9ff8 | Kevin Sheppard | 16 April 2021, 13:03:51 UTC | Merge pull request #486 from bashtage/add-update ENH: Add ARCH-in-mean | 16 April 2021, 13:03:51 UTC |
| 5fdac68 | Kevin Sheppard | 12 April 2021, 17:57:58 UTC | ENH: Add update to volatility Add update which is necessary to support GARCH-M models | 16 April 2021, 12:51:46 UTC |
| 564a653 | Kevin Sheppard | 13 April 2021, 09:34:44 UTC | Merge pull request #487 from bashtage/future-fixes MAINT: Remove dim promotion of pandas arrays | 13 April 2021, 09:34:44 UTC |
| 9c01f83 | Kevin Sheppard | 13 April 2021, 07:25:52 UTC | MAINT: Remove dim promotion of pandas arrays Cast Series to DataFrames explicitly | 13 April 2021, 08:57:28 UTC |
| 5bcdae4 | Kevin Sheppard | 16 March 2021, 17:00:34 UTC | Merge pull request #483 from bashtage/set-min-version MAINT: Set minimum version to 3.7 | 16 March 2021, 17:00:34 UTC |
| 8ff730c | Kevin Sheppard | 16 March 2021, 16:48:07 UTC | MAINT: Set minimum version to 3.7 closes #482 | 16 March 2021, 17:00:19 UTC |
| 318309a | Kevin Sheppard | 16 March 2021, 10:14:54 UTC | Merge pull request #481 from bashtage/update-nbs DOC: Update notebooks | 16 March 2021, 10:14:54 UTC |
| 2996def | Kevin Sheppard | 16 March 2021, 10:14:41 UTC | DOC: Update notebooks | 16 March 2021, 10:14:41 UTC |
| 5b57026 | Kevin Sheppard | 16 March 2021, 09:58:35 UTC | Merge pull request #480 from bashtage/update-gh-actions4 MAINT: Ensure fewer files are missed | 16 March 2021, 09:58:35 UTC |
| 55182eb | Kevin Sheppard | 16 March 2021, 09:58:17 UTC | MAINT: Ensure fewer files are missed | 16 March 2021, 09:58:17 UTC |
| 9543275 | Kevin Sheppard | 16 March 2021, 09:53:02 UTC | Merge pull request #479 from bashtage/update-gh-actions4 MAINT: Ensure fewer files are missed | 16 March 2021, 09:53:02 UTC |
| b0c908f | Kevin Sheppard | 16 March 2021, 09:52:49 UTC | MAINT: Ensure fewer files are missed | 16 March 2021, 09:52:49 UTC |
| 15a9420 | Kevin Sheppard | 16 March 2021, 09:52:14 UTC | Merge pull request #478 from bashtage/update-gh-actions4 MAINT: Ensure fewer files are missed | 16 March 2021, 09:52:14 UTC |
| a9cb90d | Kevin Sheppard | 16 March 2021, 09:52:00 UTC | MAINT: Ensure fewer files are missed | 16 March 2021, 09:52:00 UTC |
| 5444877 | Kevin Sheppard | 16 March 2021, 09:43:53 UTC | Merge pull request #477 from bashtage/update-gh-actions3 MAINT: Ensure fewer files are missed | 16 March 2021, 09:43:53 UTC |
| 51a294a | Kevin Sheppard | 16 March 2021, 09:43:39 UTC | MAINT: Ensure fewer files are missed | 16 March 2021, 09:43:39 UTC |
| 545cbd8 | Kevin Sheppard | 16 March 2021, 09:29:47 UTC | Merge pull request #476 from bashtage/update-gh-actions2 MAINT: Ensure fewer files are missed | 16 March 2021, 09:29:47 UTC |
| 5e90c0b | Kevin Sheppard | 16 March 2021, 09:29:33 UTC | MAINT: Ensure fewer files are missed | 16 March 2021, 09:29:33 UTC |
| b428a32 | Kevin Sheppard | 16 March 2021, 09:23:06 UTC | Merge pull request #475 from bashtage/update-gh-actions MAINT: Update actions to ensure html are added | 16 March 2021, 09:23:06 UTC |
| 3678f7e | Kevin Sheppard | 16 March 2021, 08:51:56 UTC | MAINT: Update actions to ensure html are added | 16 March 2021, 09:09:44 UTC |
| e91c71a | Kevin Sheppard | 15 March 2021, 19:31:51 UTC | Merge pull request #474 from bashtage/forecast-exog ENH: Allow forecasting with exogenous variables | 15 March 2021, 19:31:51 UTC |
| 91142fe | Kevin Sheppard | 15 March 2021, 17:48:14 UTC | ENH: Allow forecastign with exogenous variables Fix forecasting for models that have exogenous variables closes #425 closes #435 | 15 March 2021, 18:41:32 UTC |
| c6b0574 | Kevin Sheppard | 12 March 2021, 10:41:26 UTC | Merge pull request #473 from bashtage/cov-corner TST: Add coverage for additional corner cases | 12 March 2021, 10:41:26 UTC |
| 01bb4b1 | Kevin Sheppard | 12 March 2021, 10:12:42 UTC | TST: Add coverage for additional corner cases Add tests Pragme unreachable | 12 March 2021, 10:12:42 UTC |
| 53696ad | Kevin Sheppard | 12 March 2021, 09:21:41 UTC | Merge pull request #472 from bashtage/add-cov TST: Add test for corner cases | 12 March 2021, 09:21:41 UTC |
| c9a8551 | Kevin Sheppard | 11 March 2021, 23:33:12 UTC | TST: Add test for corner cases Add test using --no-binary | 12 March 2021, 00:10:46 UTC |
| 9c5e073 | Kevin Sheppard | 10 March 2021, 10:46:29 UTC | Merge pull request #470 from bashtage/more-cov MAINT: Improve coverage | 10 March 2021, 10:46:29 UTC |
